Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

DOI10.1080/1045112031000070357zbMATH Open1046.93048OpenAlexW2001562494MaRDI QIDQ4440447FDOQ4440447

Authors: Vivek Borkar, Mrinal K. Ghosh 

Publication date: 18 December 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000070357

Recommendations

• Ergodic control of degenerate diffusions
• Ergodic control of diffusion processes
• Ergodic control of diffusion processes.
• Controlled random degenerate diffusions under long-run average cost
• Ergodic Control of Multidimensional Diffusions I: The Existence Results

zbMATH Keywords

optimal controlvalue functiondiscrete approximationergodic controldynamic programming principlecontrolled diffusionmartingale dynamic principlepartial degeneracy

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (3)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• The value function in ergodic control of diffusion processes with partial observations II
• Title not available (Why is that?)

This page was built for publication: Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4440447)